For sequential output data analysis in non-terminating discrete-event simulation, we consider three methods of point and interval estimation of the steady-state variance. We assess their performance in the analysis of the output of queueing simulations by means of experimental cover-age analysis. Over a range of models, estimating variances turns out to involve considerably more observations than estimating means. Thus, selecting estimators with good performance characteristics is even more important
Sequential analysis of output data during stochastic discrete-event simulation is a very effective p...
We present a new method for obtaining confidence intervals in steady-state simulation. In our replic...
In simulation, time averages are important for estimating equilibrium parameters. In particular, we ...
TR-COSC 03/08Today, many studies of communication networks rely on simulation conducted to assess th...
On-line analysis of output data from discrete event stochastic simulation focuses almost entirely on...
In this dissertation, we consider analytic and numeric approaches to the solution of probabilistic s...
We propose SPSTS, an automated sequential procedure for computing point and confidence-interval (CI)...
Most of steady state simulation outputs are characterized by some degree of dependency between succe...
Sequential analysis of simulation output is generally accepted as the most efficient way for securi...
For years computer-based stochastic simulation has been a commonly used tool in the performance eval...
Discrete event simulation is well known to be a powerful approach to investigate behaviour of comple...
ABSTRACT The issue of the initial transient phase in steady state simulation has been widely discuss...
The credibility of the final results from stochastic simulation has had limited discussion in the si...
The application of the correct simulation output analysis technique requires a knowledgge of the mod...
Percentiles are convenient indices to characterize the entire range of the values of simulation outp...
Sequential analysis of output data during stochastic discrete-event simulation is a very effective p...
We present a new method for obtaining confidence intervals in steady-state simulation. In our replic...
In simulation, time averages are important for estimating equilibrium parameters. In particular, we ...
TR-COSC 03/08Today, many studies of communication networks rely on simulation conducted to assess th...
On-line analysis of output data from discrete event stochastic simulation focuses almost entirely on...
In this dissertation, we consider analytic and numeric approaches to the solution of probabilistic s...
We propose SPSTS, an automated sequential procedure for computing point and confidence-interval (CI)...
Most of steady state simulation outputs are characterized by some degree of dependency between succe...
Sequential analysis of simulation output is generally accepted as the most efficient way for securi...
For years computer-based stochastic simulation has been a commonly used tool in the performance eval...
Discrete event simulation is well known to be a powerful approach to investigate behaviour of comple...
ABSTRACT The issue of the initial transient phase in steady state simulation has been widely discuss...
The credibility of the final results from stochastic simulation has had limited discussion in the si...
The application of the correct simulation output analysis technique requires a knowledgge of the mod...
Percentiles are convenient indices to characterize the entire range of the values of simulation outp...
Sequential analysis of output data during stochastic discrete-event simulation is a very effective p...
We present a new method for obtaining confidence intervals in steady-state simulation. In our replic...
In simulation, time averages are important for estimating equilibrium parameters. In particular, we ...